+53.9%
F vs RNG
-70.5%
+124.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.9% | +5.3% | +2.1% |
| 7D | +5.3% | +5.8% | -0.4% | +4.2% |
| 30D | +4.6% | +19.6% | -15.0% | +1.1% |
| 3M | -3.7% | +67.0% | -70.7% | -13.1% |
| 6M | +16.8% | +88.4% | -71.5% | +1.2% |
| YTD | +15.3% | +155.5% | -140.2% | -8.0% |
| 1Y | +31.0% | +141.7% | -110.7% | +5.4% |
| 3Y | +45.4% | +131.1% | -85.6% | +12.6% |
| All | +53.9% | -70.5% | +124.5% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling